Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757644.9531 | 644972.1718 | 112672.7813 | 1336442.1841 | -973133.7888 | 2309575.9729 |
Total P&L (%) | 757.645 | 644.9722 | 112.6728 | 1336.4422 | -973.1338 | 2309.576 |
Avg Daily Profit (%) | 0.3941 | 0.3355 | 0.0586 | 0.1387 | 0 | 0.1657 |
Buy And Hold Return (%) | 76.1202 | 76.1202 | 76.1202 | 76.1202 | 76.1202 | 76.1202 |
Max Trade Drawdown | -155282 | -117166 | -87138 | -3339232 | -3323314 | -1445571 |
Profit Factor | 2.6128 | 3.7549 | 1.4781 | 1.142 | 0.8227 | 1.5888 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2435 | 6.2582 | 1.3912 | 1.4176 | 1.3712 | 1.4953 |
Largest Winning Trade | 329365 | 329365 | 60382 | 1386642 | 1094034 | 1386642 |
Largest Losing Trade | -49630 | -27493 | -49630 | -820258 | -775686 | -820258 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 154 | 150 | 156 | 154 | 150 | 156 |
Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
Bars Traded | 7452 | 3462 | 3990 | 7452 | 3462 | 3990 |
Profit Streak | 0 | 41.5546 | 0 | 0 | 41.5546 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123692 | 422431 | -129703 | -210156 | -583454 | 351522 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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